+97.8%
ADM vs GRAB
-72.7%
+170.5%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GRAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -5.0% | +4.8% | -0.1% |
| 7D | -0.1% | -6.1% | +6.0% | 0.0% |
| 30D | +11.0% | -11.2% | +22.2% | +11.2% |
| 3M | +6.0% | -2.4% | +8.4% | +6.0% |
| 6M | +26.9% | -18.3% | +45.3% | +27.2% |
| YTD | +50.0% | -34.9% | +84.9% | +50.9% |
| 1Y | +39.6% | -37.4% | +77.0% | +40.5% |
| 3Y | +18.5% | -12.6% | +31.2% | +18.3% |
| 5Y | +62.6% | -69.7% | +132.3% | +63.2% |
| All | +97.8% | -72.7% | +170.5% | +107.5% |
Cumulative growth
Daily Returns
Daily percentage return beside GRAB.
Daily Out/Under-Performance
Portfolio return minus GRAB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GRAB return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded GRAB wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling